-60.8%
CLSK vs GPN
+37.5%
-98.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.3% | +7.1% | +7.0% |
| 7D | +7.7% | -4.6% | +12.3% | +10.3% |
| 30D | +12.2% | -0.3% | +12.5% | +11.4% |
| 3M | -15.5% | +35.4% | -50.9% | -30.9% |
| 6M | +39.3% | +21.7% | +17.7% | +20.5% |
| YTD | +35.1% | +14.9% | +20.2% | +17.7% |
| 1Y | +34.0% | +3.2% | +30.8% | +25.2% |
| 3Y | +226.3% | -27.1% | +253.4% | +277.4% |
| 5Y | +6.4% | -44.4% | +50.7% | +33.5% |
| All | -60.8% | +37.5% | -98.3% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GPN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling